ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -1.0256 | -0.6136 | -0.1521 | -0.9983 | -0.7658 | -0.4072 | 0.2762 |
(p-val) | (0 ) | (8e-04 ) | (0.2388 ) | (0 ) | (0.1818 ) | (0.0904 ) | (0.6575 ) |
Estimates ( 2 ) | -1.0179 | -0.5968 | -0.1499 | -0.9982 | -0.5142 | -0.3081 | 0 |
(p-val) | (0 ) | (8e-04 ) | (0.2452 ) | (0 ) | (2e-04 ) | (0.0732 ) | (NA ) |
Estimates ( 3 ) | -0.9402 | -0.4461 | 0 | -1.0016 | -0.5369 | -0.3152 | 0 |
(p-val) | (0 ) | (2e-04 ) | (NA ) | (0 ) | (1e-04 ) | (0.0658 ) | (NA ) |
Estimates ( 4 ) | -0.9742 | -0.4468 | 0 | -1.0014 | -0.4618 | 0 | 0 |
(p-val) | (0 ) | (2e-04 ) | (NA ) | (0 ) | (3e-04 ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
5541.25053290481 |
-26717.2631373883 |
-11096.8938495013 |
14084.4649923033 |
13010.9061967 |
223945.398198488 |
-251634.409606684 |
-119098.276978991 |
50755.3492216522 |
85286.7486171569 |
-118295.357417467 |
-27949.5984842587 |
-8831.6318054938 |
81876.7986759022 |
111213.435799922 |
-209439.267485816 |
102709.407732824 |
-142057.309692732 |
224215.15055235 |
159976.984307709 |
50329.5963208744 |
-88286.3930182652 |
-2243.52417341197 |
-45436.8202021278 |
-95395.997962044 |
-110290.858203990 |
-51662.9063146404 |
-76675.0534672818 |
-36681.2975568886 |
-46055.5753885475 |
161247.512431262 |
127419.962009706 |
12952.7536599314 |
-67934.4670124602 |
-4593.51767474543 |
-22020.9682773320 |
92522.2675639386 |
69956.299209602 |
-198425.794955626 |
73598.859296121 |
30371.3686477884 |
-61250.7054894422 |
147406.287862065 |
69233.3971561549 |
-42776.0057326601 |
-77570.6822775456 |
-16129.2369725288 |
23547.726738058 |
-59135.8641103752 |
-75223.804557123 |
18080.0748124718 |
5755.79845291289 |
4421.23825175518 |
-9909.98704405827 |
105634.782959724 |
4954.18782811865 |
-15609.1018257305 |
-37191.883874967 |
-11.6995275141632 |